CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
700.0 |
700.0 |
0.0 |
0.0% |
697.7 |
| High |
710.8 |
714.1 |
3.3 |
0.5% |
725.4 |
| Low |
700.0 |
699.5 |
-0.5 |
-0.1% |
691.1 |
| Close |
710.8 |
706.9 |
-3.9 |
-0.5% |
701.8 |
| Range |
10.8 |
14.6 |
3.8 |
35.2% |
34.3 |
| ATR |
19.3 |
18.9 |
-0.3 |
-1.7% |
0.0 |
| Volume |
50 |
153 |
103 |
206.0% |
153 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.6 |
743.4 |
714.9 |
|
| R3 |
736.0 |
728.8 |
710.9 |
|
| R2 |
721.4 |
721.4 |
709.6 |
|
| R1 |
714.2 |
714.2 |
708.2 |
717.8 |
| PP |
706.8 |
706.8 |
706.8 |
708.7 |
| S1 |
699.6 |
699.6 |
705.6 |
703.2 |
| S2 |
692.2 |
692.2 |
704.2 |
|
| S3 |
677.6 |
685.0 |
702.9 |
|
| S4 |
663.0 |
670.4 |
698.9 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
789.7 |
720.7 |
|
| R3 |
774.7 |
755.4 |
711.2 |
|
| R2 |
740.4 |
740.4 |
708.1 |
|
| R1 |
721.1 |
721.1 |
704.9 |
730.8 |
| PP |
706.1 |
706.1 |
706.1 |
710.9 |
| S1 |
686.8 |
686.8 |
698.7 |
696.5 |
| S2 |
671.8 |
671.8 |
695.5 |
|
| S3 |
637.5 |
652.5 |
692.4 |
|
| S4 |
603.2 |
618.2 |
682.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776.2 |
|
2.618 |
752.3 |
|
1.618 |
737.7 |
|
1.000 |
728.7 |
|
0.618 |
723.1 |
|
HIGH |
714.1 |
|
0.618 |
708.5 |
|
0.500 |
706.8 |
|
0.382 |
705.1 |
|
LOW |
699.5 |
|
0.618 |
690.5 |
|
1.000 |
684.9 |
|
1.618 |
675.9 |
|
2.618 |
661.3 |
|
4.250 |
637.5 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.9 |
706.1 |
| PP |
706.8 |
705.3 |
| S1 |
706.8 |
704.5 |
|